+46.6%
ASML vs AMGN
+49.1%
-2.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +6.1% |
| 7D | -0.8% | 0.0% | -0.8% | -0.7% |
| 30D | -14.9% | +12.1% | -27.0% | -16.0% |
| 3M | -13.0% | +13.9% | -26.8% | -15.1% |
| 6M | -4.7% | +42.1% | -46.8% | -14.4% |
| YTD | +42.3% | +45.0% | -2.7% | +33.2% |
| All | +46.6% | +49.1% | -2.6% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling